Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47781.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46386.16 Kr¶

PnL: ---------------------------------------> -502.41 Kr¶

DD now: ---------------------------------> -1.745 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 12:36:24.480118'

Anic Portfolio¶

This Week¶

Return: -0.276 %¶

Total¶

Return: 56.422 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.940000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
Corem Property Group B 59 -0.750000 628.350000 51.350000 8.900000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
SAAB B 8 0.400000 3416.800000 39.800000 1.180000 3377.000000
HMS Networks 2 -0.890000 710.800000 37.800000 5.620000 673.000000
Resurs Holding 22 0.840000 608.740000 34.740000 6.050000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.370000 387.600000 32.600000 9.180000 355.000000
Boozt 12 -0.640000 1677.600000 23.600000 1.430000 1653.999996
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.480000 543.800000 16.800000 3.190000 527.000000
Swedbank A 3 1.900000 579.300000 15.300000 2.710000 564.000000
Securitas B 6 0.870000 585.000000 15.000000 2.630000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Nordea Bank Abp 29 0.400000 3457.960000 3.960000 0.110000 3453.999992
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.060000 246.240000 0.240000 0.100000 246.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.160000 530.400000 -3.600000 -0.670000 533.999999
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.530000 554.600000 -19.400000 -3.380000 574.000000
International Petroleum Corp. 5 -2.170000 562.500000 -32.070000 -5.390000 594.565215
Essity A 4 -1.940000 1110.000000 -39.000000 -3.390000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.780000 3632.200000 -123.800000 -3.300000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.440000 1419.300000 -244.700000 -14.710000 1663.999992
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46385.870000 -502.700000 -1.74596% 46888.564618

Updated:¶

'2023-01-24 12:35:32.354495'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶